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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-0.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$101B
AUM Growth
+$1.11B
Cap. Flow
+$2.3B
Cap. Flow %
2.27%
Top 10 Hldgs %
14.95%
Holding
4,054
New
150
Increased
2,408
Reduced
1,340
Closed
123

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$137M
2
T icon
AT&T
T
+$46.3M
3
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$41.8M
4
GSK icon
GSK
GSK
+$40.6M
5
PM icon
Philip Morris
PM
+$40.2M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$115M
2
MUFG icon
Mitsubishi UFJ Financial
MUFG
+$62.2M
3
TXN icon
Texas Instruments
TXN
+$43.9M
4
UPS icon
United Parcel Service
UPS
+$43M
5
XOM icon
ExxonMobil
XOM
+$41.8M

Sector Composition

Rank Sector Weight
1 Financials 15.27%
2 Technology 13.89%
3 Healthcare 11.08%
4 Industrials 8.76%
5 Consumer Discretionary 8.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSQ icon
3426
Townsquare Media
TSQ
$106M
– –
-12,762
Closed -$98K
VNDA icon
3427
Vanda Pharmaceuticals
VNDA
$314M
– –
-36,241
Closed -$551K
VOE icon
3428
Vanguard Mid-Cap Value ETF
VOE
$23.8B
– –
-2,683
Closed -$299K
VIVS
3429
VivoSim Labs
VIVS
$1.36M
– –
-85
Closed -$27K
DCPH
3430
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
– –
-17,894
Closed -$406K
AMJ
3431
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-264,879
Closed -$7.28M
GOL
3432
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-11,554
Closed -$101K
HIL
3433
DELISTED
Hill International, Inc. Common Stock
HIL
– –
-60,250
Closed -$328K
CFMS
3434
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-1,159
Closed -$69K
QTNT
3435
DELISTED
Quotient Limited Ordinary Shares
QTNT
– –
-255
Closed -$50K
GBL
3436
DELISTED
GAMCO Investors, Inc.
GBL
– –
-7,482
Closed -$222K
JTD
3437
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
– –
-36,499
Closed -$642K
EIGI
3438
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-11,371
Closed -$96K
AFH
3439
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-11,649
Closed -$239K
SCID
3440
DELISTED
Global X Scientific Beta Europe ETF
SCID
– –
-20,322
Closed -$563K
SMRT
3441
DELISTED
Stein Mart Inc
SMRT
– –
-80,174
Closed -$93K
WAAS
3442
DELISTED
AquaVenture Holdings Limited
WAAS
– –
-13,587
Closed -$211K
BBT.PRE.CL
3443
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
– –
-9,759
Closed -$247K
SPA
3444
DELISTED
Sparton
SPA
– –
-37,209
Closed -$858K
C.PRC.CL
3445
DELISTED
Citigroup Inc.
C.PRC.CL
– –
-22,113
Closed -$563K
WLB
3446
DELISTED
Westmoreland Coal Company
WLB
– –
-18,450
Closed -$22K
LNCE
3447
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-112,118
Closed -$5.62M
BBG
3448
DELISTED
Bill Barrett Corp
BBG
– –
-326,190
Closed -$1.67M
LVNTA
3449
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-113,672
Closed -$6.17M
CCC
3450
DELISTED
Calgon Carbon Corp
CCC
– –
-82,628
Closed -$1.76M
136 137
138
139 140

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Parametric Portfolio Associates's Q1 2018 Portfolio in Review

As of Q1 2018, Parametric Portfolio Associates held 4,054 positions worth $101B, up 1.1% from $100B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q1 2018 filing shows 150 new, 2,408 increased, 1,340 reduced and 123 closed positions. Its largest new stake was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M. The largest sale was Vanguard S&P 500 ETF, an estimated $115M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2018 buy was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $137M increase.
  • Parametric Portfolio Associates's biggest Q1 2018 reduction was Vanguard S&P 500 ETF, cutting an estimated $115M.
  • Parametric Portfolio Associates fully exited Mitsubishi UFJ Financial in Q1 2018, selling an estimated $62.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $101B portfolio in Q1 2018.
  • Parametric Portfolio Associates opened 150 new positions and closed 123 in Q1 2018.
  • Parametric Portfolio Associates's portfolio value rose 1.1% quarter-over-quarter to $101B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2018, filed 14 May 2018.